-4.9%
LYB vs BLDR
+10.9%
-15.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | +0.3% | -8.2% | +8.5% | +1.9% |
| 30D | +2.5% | -16.6% | +19.1% | +5.9% |
| 3M | +1.4% | -23.2% | +24.5% | +5.3% |
| 6M | -3.5% | -33.7% | +30.3% | +2.4% |
| YTD | +52.0% | -41.3% | +93.3% | +66.8% |
| 1Y | +22.1% | -58.8% | +80.9% | +46.8% |
| 3Y | -22.8% | -57.5% | +34.7% | -12.0% |
| All | -4.9% | +10.9% | -15.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling